Documentation and Data

Documentation on gllamm

A book on gllamm, xtmixed, xtlogit, xtprobit, xtpoisson, etc., xtmelogit, and xtmepoisson for multilevel modeling:

Rabe-Hesketh, S. and Skrondal, A. (2012). Multilevel and Longitudinal Modeling Using Stata, Third Edition. College Station, TX: Stata Press.
Volume I: Continuous Responses
Volume II: Categorical Responses, Counts, and Survival
• Datasets and do-files
  
• Reviews

A companion for Volume I of the book above, demonstrating how most of the models can be estimated using gllamm

The gllamm companion for
Rabe-Hesketh, S. and Skrondal, A. (2012). Multilevel and Longitudinal Modeling Using Stata (Third Edition). Volume I: Continuous Responses. College Station, TX: Stata Press.
• do-file
  

Rabe-Hesketh, S., Skrondal, A. and Pickles, A. (2004). GLLAMM Manual. U.C. Berkeley Division of Biostatistics Working Paper Series. Working Paper 160.

• The data are all in a zip file
• Individual data files are also available: towerl.dta, tvsfpors.dat, jsp.dta,lsat.dta, diet.dta,onset.dat, jspmix.dat,angina4.dta, materia.dat,delinq.txt

Discussion of adaptive quadrature and syntax for generalized linear mixed models:

Rabe-Hesketh, S., Skrondal, A. and Pickles, A. (2002). Reliable estimation of generalised linear mixed models using adaptive quadrature. The Stata Journal 2, 1-21.

Description of GLLAMMs and syntax for an earlier version of gllamm (gllamm6):

Rabe-Hesketh, S., Pickles, A. and Taylor, C. (2000). sg129: Generalised, linear, latent and mixed models. Stata Technical Bulletin 53, 47-57.

A book on the GLLAMM framework that uses gllamm but does not describe the software:

Skrondal, A. and Rabe-Hesketh, S. (2004). Generalized Latent Variable Modeling: Multilevel, Longitudinal, and Structural Equation Models. Boca Raton, FL: Chapman & Hall/CRC.
• Data, do-files, and worked exaples
• Reviews

Publications on specific models or methods implemented in gllamm

Other publications using gllamm

Worked examples

Books on Stata

Rabe-Hesketh, S. and Everitt, B. S. (2006). Handbook of Statistical Analyses Using Stata (4th Edition). Chapman & Hall/CRC. (Includes chapter on random effects modeling using gllamm.)
Datasets

Hills, M. and De Stavola, B.L. (2006). A Short Introduction to Stata for Biostatistics. Timberlake Consultants Press.

Kohler, U. and Kreuter, F. (2005). Data Analysis Using Stata.

See Stata Bookshop, Stata Press Books and Timberlake Consultants for more information on (or ordering) these and other books on Stata.

Useful links for learning Stata

UCLA Academic Technology Services: Resources to Help you Learn and Use Stata, in particular data and Stata commands for carrying out analyses in popular statistical textbooks: Stata Textbook Examples

Links to many Stata Resources at Stata website